CTRE Options History — April 2021

In April 2021, CTRE traded between $23.78 and $24.66. ATM implied volatility averaged 24.3%, placing in the 8.2% IV rank vs the trailing year. The 30-day expected move averaged 6.8%. IV traded above realized volatility by 5.4% (HV 20d: 19.0%). Max pain ranged from $22.50 to $25.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 17 of 21 days. Put/call ratio averaged 1.18.

Notable Days

  • 2021-04-14: Highest Volume — 255 contracts
  • 2021-04-12: Largest IV spike — 107.1% change
  • 2021-04-13: Highest IV Rank — 24.0%
  • 2021-04-21: Largest Expected Move — 8.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$24.17$23.78$24.66$24.10$24.38
Max Pain$24.40$22.50$25.00$22.50$25.00
ATM IV24.3%14.8%42.1%15.7%30.6%
Expected Move6.8%4.5%8.8%4.5%8.8%
HV 20d19.0%13.9%26.3%26.3%14.6%
HV 60d25.4%22.4%28.2%28.2%22.6%
IV Rank8.2%0.0%24.0%0.0%14.5%
IV Percentile8.6%0.0%50.4%0.0%22.2%
Term Structure4.2%-8.4%16.3%16.3%12.7%
VWIV25.1%15.3%31.2%15.3%27.1%
Skew 25d2.3%-2.3%5.3%4.8%0.2%
Skew 10d5.2%-28.0%29.1%-11.3%-3.2%
Call IV 25d25.1%15.3%30.3%15.3%27.5%
Put IV 25d27.4%20.1%31.5%20.1%27.7%
Bid-Ask Spread %90.5665.74103.54101.9998.44
Gamma HHI0.850.760.950.880.88
Net GEX119.0K39.6K271.9K178.5K64.4K
Net DEX-1.3M-2.0M-628.9K-1.6M-888.2K
Net VEX-4.6K-5.5K-4.1K-4.9K-4.4K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.180.0017.000.010.00
Total Volume58.286125513612
Total OI1,983.9521,0332,8062,5411,250

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2021-04-01$24.10$22.5015.7%4.5%26.3%0.0%15.3%4.8%16.3%178.5K-1.6M-4.9K0.01101.9913511,944597
2021-04-05$24.24$22.5030.9%8.4%26.3%13.0%30.1%1.2%-2.9%207.9K-1.9M-5.4K0.8293.7717142,004598
2021-04-06$24.38$22.5025.4%7.2%25.6%8.6%27.0%-0.8%4.1%232.8K-2.0M-5.5K0.12101.771722,041611
2021-04-07$24.22$22.5021.7%7.5%25.8%5.3%31.2%0.7%5.4%271.9K-2.0M-5.1K17.0096.791172,047610
2021-04-08$24.27$22.5029.2%7.7%25.7%12.0%27.1%3.1%0.6%205.5K-1.8M-4.9K0.7189.7721152,048625
2021-04-09$24.11$25.0014.8%7.4%25.9%0.0%27.0%4.5%-0.4%168.0K-1.5M-4.5K0.0369.383012,066652
2021-04-12$23.95$25.0030.8%6.4%23.7%14.0%0.0%-0.3%2.1%147.0K-1.4M-4.3K0.0898.522422,082659
2021-04-13$23.98$25.0042.1%6.6%19.3%24.0%23.0%2.0%3.2%182.0K-1.6M-4.6K1.7365.7452902,101658
2021-04-14$23.86$25.0020.9%6.0%17.0%5.4%24.9%5.2%2.5%168.7K-1.5M-4.5K0.0092.4625502,121658
2021-04-15$23.85$25.0022.9%6.6%16.1%7.1%22.4%1.7%10.6%80.9K-1.3M-4.1K0.7497.2819142,123658
2021-04-16$24.01$25.0023.5%6.7%14.8%7.6%24.7%2.4%1.5%40.7K-1.3M-4.1K0.7283.7836262,134672
2021-04-19$23.78$25.0023.9%6.8%15.0%8.0%24.5%1.7%2.4%39.6K-628.9K-4.1K0.2085.678216835198
2021-04-20$23.96$25.0025.7%7.4%13.9%9.5%26.8%3.6%-8.4%45.3K-721.0K-4.3K0.5393.98158891210
2021-04-21$24.31$25.0030.7%8.8%14.7%13.9%30.8%0.5%-0.8%47.7K-850.0K-4.4K0.3388.369431899218
2021-04-22$24.16$25.0022.9%6.6%14.8%7.1%24.3%4.2%2.2%57.2K-834.5K-4.6K0.1386.75152993248
2021-04-23$24.43$25.0018.0%5.1%15.0%2.7%17.6%2.0%1.3%64.8K-979.5K-4.7K1.0090.671414997250
2021-04-26$24.66$25.0024.4%7.0%15.2%8.5%24.5%3.9%4.9%67.7K-1.1M-4.6K0.4381.4761261,010236
2021-04-27$24.27$25.0018.7%5.4%16.5%3.4%0.0%5.3%9.8%71.7K-917.0K-4.5K0.0091.7210999238
2021-04-28$24.55$25.0019.9%5.7%15.5%4.4%29.1%5.3%11.1%75.5K-1.0M-4.5K0.0089.952801,000238
2021-04-29$24.16$25.0018.7%5.4%16.7%3.6%19.9%-2.3%10.2%81.5K-849.6K-4.3K0.14103.541421,006238
2021-04-30$24.38$25.0030.6%8.8%14.6%14.5%27.1%0.2%12.7%64.4K-888.2K-4.4K0.0098.441201,010240